2 papers
stat.ME2024
Modelling Volatility of Spatio-temporal Integer-valued Data with Network Structure and Asymmetry
Yue Pan, Jiazhu Pan
This paper proposes a spatial threshold GARCH-type model for dynamic spatio-temporal integer-valued data with network structure. The proposed model can simplify the parameterizatio…
math.ST2024
Limit Theorems for Weakly Dependent Non-stationary Random Field Arrays and Asymptotic Inference of Dynamic Spatio-temporal Models
Yue Pan, Jiazhu Pan
We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The…